Any grenade with no explosives or propellant is not a grenade, it's a decoration. Unless of course, you are in California, then it's a felony.
Many of the grenade fuzes you see for sale are functioned, and all the pyro in them is consumed, or they are manufactured 'dummies' for display only.
Most striker release grenade fuzes can be 'reloaded' with a new primer and time fuze, etc. So far as I know (at least where I am) there is no prohibition on anything that does not explode (a smoke grenade is not prohibited in AZ, by my understanding). When you start talking blasting caps, you're taking it to a new level.
All of my grenades have a fuze that is functioned or manufactured with no pyro filler, and the explosives are removed/absent.
I suppose they could call it 'constructive possesion', but without any pyro/bang, by my understanding it's a non-issue. Your mileage will vary by location.